what impact could this SPAN operation cost me on performance ?
If you are referring to a possible performance penalty on your firewalls ability to process packets, then there shouldn't be any for this simple of an operation. The only time that would come into play is if you begin setting up multiple filters to inspect packet headers in real-time on multiple SPAN ports.
By the sounds of it, you're only looking to SPAN traffic egressing your network onto a specific port.
and is there any security concerns when trying this on a firewall ?
The only real security concern is where that SPAN port's destination is (i.e. the server). Secure the server and you're good to go.
Something to note, this is a fairly common method of intrusion detection.